PT Cahayasakti (Indonesia) Market Value
| CSIS Stock | IDR 74.00 5.00 7.25% |
| Symbol | CSIS |
PT Cahayasakti 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to PT Cahayasakti's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of PT Cahayasakti.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in PT Cahayasakti on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding PT Cahayasakti Investindo or generate 0.0% return on investment in PT Cahayasakti over 90 days. PT Cahayasakti is related to or competes with Bumi Citra, Bekasi Asri, Borneo Olah, Indonesia Pondasi, and Bhuwanatala Indah. PT Cahayasakti Investindo Sukses Tbk engages in the furniture trading and construction service businesses in Indonesia a... More
PT Cahayasakti Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure PT Cahayasakti's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess PT Cahayasakti Investindo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.59 | |||
| Information Ratio | 0.1054 | |||
| Maximum Drawdown | 19.55 | |||
| Value At Risk | (7.89) | |||
| Potential Upside | 8.82 |
PT Cahayasakti Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PT Cahayasakti's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PT Cahayasakti's standard deviation. In reality, there are many statistical measures that can use PT Cahayasakti historical prices to predict the future PT Cahayasakti's volatility.| Risk Adjusted Performance | 0.0728 | |||
| Jensen Alpha | 0.3934 | |||
| Total Risk Alpha | 1.11 | |||
| Sortino Ratio | 0.1053 | |||
| Treynor Ratio | 0.9178 |
PT Cahayasakti Investindo Backtested Returns
As of now, CSIS Stock is very steady. PT Cahayasakti Investindo retains Efficiency (Sharpe Ratio) of 0.0243, which implies the firm had a 0.0243 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for PT Cahayasakti, which you can use to evaluate the volatility of the company. Please check PT Cahayasakti's standard deviation of 4.58, and Market Risk Adjusted Performance of 0.9278 to confirm if the risk estimate we provide is consistent with the expected return of 0.0898%. PT Cahayasakti has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.37, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PT Cahayasakti's returns are expected to increase less than the market. However, during the bear market, the loss of holding PT Cahayasakti is expected to be smaller as well. PT Cahayasakti Investindo at this moment owns a risk of 3.69%. Please check PT Cahayasakti Investindo market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if PT Cahayasakti Investindo will be following its current price history.
Auto-correlation | 0.30 |
Below average predictability
PT Cahayasakti Investindo has below average predictability. Overlapping area represents the amount of predictability between PT Cahayasakti time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PT Cahayasakti Investindo price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current PT Cahayasakti price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 13.93 |
PT Cahayasakti Investindo lagged returns against current returns
Autocorrelation, which is PT Cahayasakti stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting PT Cahayasakti's stock expected returns. We can calculate the autocorrelation of PT Cahayasakti returns to help us make a trade decision. For example, suppose you find that PT Cahayasakti has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
PT Cahayasakti regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If PT Cahayasakti stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PT Cahayasakti stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PT Cahayasakti stock over time.
Current vs Lagged Prices |
| Timeline |
PT Cahayasakti Lagged Returns
When evaluating PT Cahayasakti's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PT Cahayasakti stock have on its future price. PT Cahayasakti autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, PT Cahayasakti autocorrelation shows the relationship between PT Cahayasakti stock current value and its past values and can show if there is a momentum factor associated with investing in PT Cahayasakti Investindo.
Regressed Prices |
| Timeline |
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PT Cahayasakti financial ratios help investors to determine whether CSIS Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CSIS with respect to the benefits of owning PT Cahayasakti security.